+174.7%
FDX vs ELV
+258.8%
-84.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | -6.5% | -6.1% | -0.3% | -5.2% |
| 6M | +6.7% | +42.8% | -36.2% | -4.7% |
| YTD | +33.9% | +14.4% | +19.5% | +26.6% |
| 1Y | +72.2% | +28.6% | +43.6% | +56.5% |
| 3Y | +60.2% | -7.4% | +67.6% | +56.7% |
| 5Y | +62.9% | +14.5% | +48.5% | +43.1% |
| All | +174.7% | +258.8% | -84.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling